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1. Infill Asymptotics Inside Increasing Domains for the Least Squares Estimator in Linear Models


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2. Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B


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3. Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model


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4. Quasi Score is more Efficient than Corrected Score in a Polynomial Measurement Error Model


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5. Three estimators for the poisson regression model with measurement errors


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6. Statistical Inference with Fractional Brownian Motion


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7. STATIC LOWER BOUNDS FOR GAUSSIAN RISKS AND COMONOTONIC ASSET PRICES ON ARBITRAGE-FREE MARKET

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8. Comonotonic modification of random vector in its own probability space

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9. On the Computation of the Multivariate Structured Total Least Squares Estimator

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10. Remarks on quantiles and distortion risk measures

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